spd_modelspec: Specification of a semi-parametric distribution model

In tsdistributions: Location Scale Standardized Distributions

Specification of a semi-parametric distribution model

Description

Specification of a semi-parametric distribution model

Usage

spd_modelspec(
  y,
  lower = 0.1,
  upper = 0.9,
  kernel_type = c("normal", "box", "epanech", "biweight", "triweight"),
  ...
)

Arguments

y	a numeric vector
lower	the probability for the lower GPD tail.
upper	the probability for the upper GPD tail.
kernel_type	the choice of the kernel to use from the bkde function.
...	not currently used

Value

An object of class “tsdistribution.spd_spec”.

Examples

spec <- spd_modelspec(rnorm(1000))

tsdistributions documentation built on June 8, 2025, 11:20 a.m.